Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

backtest on certain days.

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    backtest on certain days.

    I want to do a backtest only on certain days.
    For example, only for past non farm payrolls days or only option expiration days.
    Is there appropriate historical market data ? or are they imported manually or how?
    Many Thanks
    Last edited by jabex; 03-17-2019, 08:18 AM.

    #2
    Hello jabex,

    Thank you for your note.

    The amount of historical data available for backtesting would depend on the data provider you are connected to. You can also import historical data into the platform manually.

    What data provider are you currently connected to? What instrument(s) are you attempting to backtest?

    I look forward to your reply.

    Comment


      #3
      my Data Provider is Ninjatrader cqg. instruments are Fdax; YM .I am concerned with how I can test these specific days . Thx

      Comment


        #4
        Hello jabex,

        Thanks for your reply.

        You can use a Trading Hour template to accomplish this.

        A Trading Hour Template is a collection of session definitions that can be used anywhere NinjaTrader utilizes data. When a template is applied, any data outside of the times in the session definitions will be ignored. NinjaTrader comes pre-loaded with the most common Trading Hour Templates and will also update these automatically from the NinjaTraderdata server. You may also create your own custom Trading Hour Templates can also be created to suit your needs.


        Trading Hour Templates can be applied in the following NinjaTrader dialogue windows under the property "Trading Hours":



        •Chart panel via the Data Series window

        •Market Analyzer via the Market Analyzer Properties window

        Strategy Analyzer window when configuring backtesting

        Strategies tab of the Control Center when starting a strategy

        More information about this topic can be found here:



        Please let me know if I may be of further assistance.
        Marco G.NinjaTrader Customer Service

        Comment


          #5
          Great.
          are there templates for NFP and option expiration days .thx

          Comment


            #6
            Hello,

            Thanks for your reply.

            I am not aware of these being default templates in the platform, but if your desired session settings are not found within the pre-loaded Trading Hour Templates, you can create a new custom template with your desired parameters..

            Please let me know if I may be of further assistance.

            Marco G.NinjaTrader Customer Service

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by wzgy0920, 04-20-2024, 06:09 PM
            2 responses
            26 views
            0 likes
            Last Post wzgy0920  
            Started by wzgy0920, 02-22-2024, 01:11 AM
            5 responses
            32 views
            0 likes
            Last Post wzgy0920  
            Started by wzgy0920, Yesterday, 09:53 PM
            2 responses
            49 views
            0 likes
            Last Post wzgy0920  
            Started by Kensonprib, 04-28-2021, 10:11 AM
            5 responses
            192 views
            0 likes
            Last Post Hasadafa  
            Started by GussJ, 03-04-2020, 03:11 PM
            11 responses
            3,235 views
            0 likes
            Last Post xiinteractive  
            Working...
            X